Total Expectation Theorem/Also known as
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Total Expectation Theorem: Also known as
Some sources refer to the Total Expectation Theorem as the partition theorem, which causes ambiguity, as that name is used for other things as well.
Some sources give this as the law of total expectation.
Sources
- 1986: Geoffrey Grimmett and Dominic Welsh: Probability: An Introduction ... (previous) ... (next): $\S 2.5$: Conditional expectation and the partition theorem: Theorem $2 \ \text C$